+2.2%
BDX vs RVMD
+634.9%
-632.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -3.0% |
| 7D | -4.3% | -1.2% | -3.1% | -4.2% |
| 30D | +1.3% | +1.1% | +0.2% | +1.2% |
| 3M | +20.2% | +39.6% | -19.4% | +18.3% |
| 6M | +8.6% | +110.7% | -102.1% | +4.2% |
| YTD | +19.0% | +160.3% | -141.3% | +12.6% |
| 1Y | +21.2% | +404.9% | -383.7% | +10.6% |
| 3Y | -9.7% | +545.5% | -555.2% | -19.8% |
| 5Y | -3.4% | +584.7% | -588.1% | -16.4% |
| All | +2.2% | +634.9% | -632.7% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling